ivreg.fit
returns an unclassed list with the following
components:
coefficientsparameter estimates, from the stage-2 regression.
residualsvector of model residuals.
residuals1matrix of residuals from the stage-1 regression.
residuals2vector of residuals from the stage-2 regression.
fitted.valuesvector of predicted means for the response.
weightseither the vector of weights used (if any) or NULL
(if none).
offseteither the offset used (if any) or NULL
(if none).
estfuna matrix containing the empirical estimating functions.
nnumber of observations.
nobsnumber of observations with non-zero weights.
pnumber of columns in the model matrix x of regressors.
qnumber of columns in the instrumental variables model matrix z
ranknumeric rank of the model matrix for the stage-2 regression.
df.residualresidual degrees of freedom for fitted model.
cov.unscaledunscaled covariance matrix for the coefficients.
sigmaresidual standard error.
xprojection of x matrix onto span of z.
qrQR decomposition for the stage-2 regression.
qr1QR decomposition for the stage-1 regression.
rank1numeric rank of the model matrix for the stage-1 regression.
coefficients1matrix of coefficients from the stage-1 regression.